+152.3%
GDX vs JNJ
+94.7%
+57.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.2% |
| 7D | -4.6% | +4.1% | -8.7% | -5.2% |
| 30D | -6.2% | +14.0% | -20.2% | -8.3% |
| 3M | -10.0% | +9.2% | -19.2% | -11.4% |
| 6M | -15.8% | +27.8% | -43.5% | -19.9% |
| YTD | -4.6% | +39.2% | -43.8% | -10.7% |
| 1Y | +4.0% | +49.1% | -45.1% | -4.1% |
| 3Y | +211.1% | +109.7% | +101.4% | +167.0% |
| 5Y | +152.3% | +97.6% | +54.7% | +119.5% |
| All | +152.3% | +94.7% | +57.6% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JNJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling